install subwoofer

So, assuming a MY2003 CLK320 coupe W209...
You already have a subwoofer in the rear hat shelf. Assuming your amp has high-level (speaker-level) inputs, I'd tap in there. It would probably be best to disconnect the factory speaker. If your amp does not have high-level inputs, you'll need an adapter that will convert from speaker-level to pre-amp level. If that does not make sense, then I suggest getting a friend or shop experiences in car stereo system to help.
As for getting power to the amp, there is a fuse block in the trunk. Here's the diagram:
http://benzbits.com/w203/RearFuses.pdf
It's for a W203 C-Class, but it's the same for the W209. The sockets on circuit 15R are switched with the ignition, so use one of those. What I'd do is use a fuse tap like this:



